Implementing
Intersection Bounds in Stata, with V.
Chernozhukov, W. Kim, and S. Lee, Stata Journal, Vol. 15, Issue 1, 2015, pp.21-44. CeMMAP
working paper version available
here.
Code for this paper is available here.
The Stata module described can be installed from within Stata by typing
"ssc install clrbound".
It requires Stata version 11.2 and Jann's (2005) moremata package, which can be installed by typing "ssc install moremata,
replace" in Stata.